After the Interview
I've made it a practice to write a letter (a real, paper letter) to the hosts, thanking them for having me as a guest. Three times, I've returned to TV studios and seen my letter posted. One host said that in his nine years of broadcasting, I was the only person who ever sent a thank-you note.
Don't write a generic letter. Tell the interviewer specifically what you appreciated (unless it was a very bad experience). For example, not all hosts listen to your answers and they race ahead for the next question. When someone truly listens—and I can tell by their response—I might write, "Thank you for listening to my answers. That doesn't always happen, and I appreciated your doing that."
Be sincere. Don't lie.
One more thing: Don't forget the producer of the show. That's the person who lined it up for you. Unless it's a small station, the producer does the pre-interview work and the host interviews you.
I write a letter to the producer, saying something simple like thanks for asking me. "I know you have hundreds of people you could invite, and I'm grateful you asked me."